+7.0%
DUOL vs CGNX
-21.1%
+28.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.5% |
| 7D | -7.0% | +3.2% | -10.1% | -8.1% |
| 30D | +6.7% | +6.0% | +0.7% | +3.5% |
| 3M | +16.0% | +3.5% | +12.5% | +11.3% |
| 6M | +45.4% | +26.3% | +19.1% | +26.2% |
| YTD | -18.1% | +79.2% | -97.4% | -42.2% |
| 1Y | -53.6% | +43.8% | -97.3% | -63.7% |
| 3Y | -11.0% | +52.0% | -62.9% | -38.3% |
| 5Y | -17.1% | -24.0% | +6.9% | -12.0% |
| All | +7.0% | -21.1% | +28.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling